| Metric | 4056975:btcusd:triple_gx:lsma180_105_65 | 4056975:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 309.74% | 105.77% |
| Max Drawdown | -19.94% | -67.18% |
| Sharpe | 0.85 | 0.35 |
| Sortino | 1.33 | 0.51 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.57 | 1.03 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 18.06 | 4.11 |
| Outlier Loss Ratio | 4.44 | 3.68 |
| Volatility (ann.) | 14.67% | 26.6% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.88 | 0.39 |
| Skew | 0.83 | 0.16 |
| Kurtosis | 19.52 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.78% | 1.92% |
| Expected Yearly % | 42.27% | 19.77% |
| Kelly Criterion | 9.77% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4056975:BTCUSD | 4056975:btcusd:triple_gx:lsma180_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 13.47 | -0.22 | + |
| 2023 | 155.54 | 43.38 | 0.28 | - |
| 2024 | 121.00 | 136.19 | 1.13 | + |
| 2025 | -6.21 | 6.63 | -1.07 | + |
| Metric | 4056975:btcusd:triple_gx:lsma180_105_65 | 4056975:BTCUSD |
|---|---|---|
| MTD | 8.41% | 3.86% |
| 3M | 6.63% | -7.61% |
| 6M | 39.05% | 38.23% |
| YTD | 6.63% | -6.21% |
| 1Y | 95.44% | 25.27% |
| 3Y (ann.) | 56.01% | 25.44% |
| 5Y (ann.) | 57.39% | 26.12% |
| Metric | 4056975:btcusd:triple_gx:lsma180_105_65 | 4056975:BTCUSD |
|---|---|---|
| Max Drawdown | -19.94% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -3.21% | -7.1% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 15.54 | 1.57 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -19.94 | 57 |
| 2022-09-13 | 2023-01-13 | -19.32 | 122 |
| 2023-03-22 | 2023-12-05 | -17.80 | 258 |
| 2023-12-09 | 2024-02-11 | -13.60 | 63 |
| 2024-11-23 | 2025-01-20 | -12.59 | 58 |
| 2024-08-26 | 2024-09-20 | -8.84 | 25 |
| 2025-01-20 | 2025-03-14 | -8.68 | 52 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-21 | 2023-03-17 | -6.23 | 54 |
| Metric | 4056975:btcusd:triple_gx:lsma180_105_65 | 4056975:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 34.38% | 43.77% |
| Worst Month | -14.99% | -37.12% |
| Best Year | 136.19% | 155.54% |
| Worst Year | 6.63% | -61.15% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 6.05% | 7.56% |
| Avg. Down Week | -4.02% | -5.43% |
| Avg. Up Month | 13.1% | 16.54% |
| Avg. Down Month | -7.46% | -13.54% |
| Win Days % | 50.72% | 51.08% |
| Win Month % | 63.64% | 60.53% |
| Win Week % | 60.23% | 48.8% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |